Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	129.21	128.80	-0.41	-0.3%	129.16
High	129.43	128.91	-0.52	-0.4%	129.54
Low	128.53	127.85	-0.68	-0.5%	127.85
Close	128.69	128.33	-0.36	-0.3%	128.33
Range	0.90	1.06	0.16	17.8%	1.69
ATR	0.74	0.76	0.02	3.1%	0.00
Volume	702,815	802,156	99,341	14.1%	3,485,121

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.54	131.00	128.91
R3	130.48	129.94	128.62
R2	129.42	129.42	128.52
R1	128.88	128.88	128.43	128.62
PP	128.36	128.36	128.36	128.24
S1	127.82	127.82	128.23	127.56
S2	127.30	127.30	128.14
S3	126.24	126.76	128.04
S4	125.18	125.70	127.75

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.64	132.68	129.26
R3	131.95	130.99	128.79
R2	130.26	130.26	128.64
R1	129.30	129.30	128.48	128.94
PP	128.57	128.57	128.57	128.39
S1	127.61	127.61	128.18	127.25
S2	126.88	126.88	128.02
S3	125.19	125.92	127.87
S4	123.50	124.23	127.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.54	127.85	1.69	1.3%	0.83	0.6%	28%	False	True	697,024
10	129.54	127.85	1.69	1.3%	0.81	0.6%	28%	False	True	700,956
20	129.86	127.85	2.01	1.6%	0.69	0.5%	24%	False	True	704,144
40	129.93	127.12	2.81	2.2%	0.72	0.6%	43%	False	False	686,481
60	129.93	123.73	6.20	4.8%	0.78	0.6%	74%	False	False	459,503
80	129.93	121.60	8.33	6.5%	0.70	0.5%	81%	False	False	344,820
100	129.93	121.50	8.43	6.6%	0.62	0.5%	81%	False	False	275,875
120	129.93	120.76	9.17	7.1%	0.53	0.4%	83%	False	False	229,919

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	133.42
2.618	131.69
1.618	130.63
1.000	129.97
0.618	129.57
HIGH	128.91
0.618	128.51
0.500	128.38
0.382	128.25
LOW	127.85
0.618	127.19
1.000	126.79
1.618	126.13
2.618	125.07
4.250	123.35

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	128.38	128.64
PP	128.36	128.54
S1	128.35	128.43

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These figures are updated between 7pm and 10pm EST after a trading day.

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